The Three-Dimensional Decomposition of Volatility Memory

By Ziyao Wang, A. Alexandre Trindade, Svetlozar T. Rachev

Published 2025-12-03

Everscope rating

1617.9

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Three-Dimensional Canonical Decomposition of Volatility Memory Kernels. Problem types: Time Series Forecasting, Risk Management, Density Estimation, Optimization.

arXiv:2512.02166 · Paper rankings

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